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V-Lab

MT Hoejgaard Holding A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.79% (+2.94%)
Analysis last updated: Saturday, February 7, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MT Hoejgaard Holding A/S SGARCH
paramt-stat
ω1.14344.54
α0.06667.32
β0.892543.38
γ1-0.0362-0.50
γ20.13381.03
γ3-0.2398-1.77
γ40.30822.42
γ5-0.3068-3.28
γ60.20702.71
γ7-0.0500-0.67
γ8-0.0766-1.12
γ90.16101.68
Estimation Period:
Jan 9, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts